Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.773566 | 5.992 | 0 |
2 | 0.52483 | 4.0653 | 7.1e-05 |
3 | 0.447879 | 3.4693 | 0.000486 |
4 | 0.467584 | 3.6219 | 0.000301 |
5 | 0.557694 | 4.3199 | 3e-05 |
6 | 0.587219 | 4.5486 | 1.3e-05 |
7 | 0.455172 | 3.5257 | 0.000408 |
8 | 0.308401 | 2.3889 | 0.010031 |
9 | 0.235395 | 1.8234 | 0.036615 |
10 | 0.210942 | 1.634 | 0.053753 |
11 | 0.327888 | 2.5398 | 0.00685 |
12 | 0.420334 | 3.2559 | 0.00093 |
13 | 0.281104 | 2.1774 | 0.016696 |
14 | 0.115829 | 0.8972 | 0.186598 |
15 | 0.074328 | 0.5757 | 0.28347 |
16 | 0.106826 | 0.8275 | 0.205624 |
17 | 0.18148 | 1.4057 | 0.08248 |
18 | 0.185947 | 1.4403 | 0.077484 |
19 | 0.049358 | 0.3823 | 0.351786 |
20 | -0.143935 | -1.1149 | 0.134666 |
21 | -0.23356 | -1.8092 | 0.037719 |
22 | -0.260339 | -2.0166 | 0.024111 |
23 | -0.191637 | -1.4844 | 0.071467 |
24 | -0.130851 | -1.0136 | 0.15743 |
25 | -0.237342 | -1.8384 | 0.035474 |
26 | -0.36564 | -2.8322 | 0.003142 |
27 | -0.366484 | -2.8388 | 0.003086 |
28 | -0.29496 | -2.2847 | 0.012939 |
29 | -0.215037 | -1.6657 | 0.050496 |
30 | -0.169716 | -1.3146 | 0.096821 |
31 | -0.235597 | -1.8249 | 0.036495 |
32 | -0.338146 | -2.6193 | 0.005571 |
33 | -0.326513 | -2.5292 | 0.00704 |
34 | -0.27741 | -2.1488 | 0.017847 |
35 | -0.211585 | -1.6389 | 0.053231 |
36 | -0.161702 | -1.2525 | 0.107617 |
37 | -0.248119 | -1.9219 | 0.029684 |
38 | -0.340694 | -2.639 | 0.005289 |
39 | -0.335239 | -2.5968 | 0.005909 |
40 | -0.272365 | -2.1097 | 0.019531 |
41 | -0.206212 | -1.5973 | 0.057725 |
42 | -0.152621 | -1.1822 | 0.120896 |
43 | -0.175005 | -1.3556 | 0.090157 |
44 | -0.192748 | -1.493 | 0.070337 |
45 | -0.150569 | -1.1663 | 0.124054 |
46 | -0.100948 | -0.7819 | 0.218662 |
47 | -0.054194 | -0.4198 | 0.33807 |
48 | -0.015297 | -0.1185 | 0.453036 |
49 | -0.042491 | -0.3291 | 0.371601 |
50 | -0.084442 | -0.6541 | 0.257778 |
51 | -0.083687 | -0.6482 | 0.259653 |
52 | -0.05245 | -0.4063 | 0.342992 |
53 | 0.007324 | 0.0567 | 0.477474 |
54 | 0.035437 | 0.2745 | 0.392323 |
55 | -0.004395 | -0.034 | 0.486478 |
56 | -0.061459 | -0.4761 | 0.317881 |
57 | -0.058409 | -0.4524 | 0.326295 |
58 | -0.044902 | -0.3478 | 0.364601 |
59 | -0.017839 | -0.1382 | 0.445279 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.773566 | 5.992 | 0 |
2 | -0.183206 | -1.4191 | 0.080521 |
3 | 0.281438 | 2.18 | 0.016596 |
4 | 0.13484 | 1.0445 | 0.15023 |
5 | 0.31512 | 2.4409 | 0.008809 |
6 | 0.034995 | 0.2711 | 0.393635 |
7 | -0.18152 | -1.406 | 0.082434 |
8 | -0.051301 | -0.3974 | 0.346249 |
9 | -0.089931 | -0.6966 | 0.244371 |
10 | -0.094229 | -0.7299 | 0.234148 |
11 | 0.313334 | 2.4271 | 0.00912 |
12 | 0.059464 | 0.4606 | 0.323374 |
13 | -0.266013 | -2.0605 | 0.021846 |
14 | -0.007026 | -0.0544 | 0.478388 |
15 | 0.05827 | 0.4514 | 0.326679 |
16 | -0.026213 | -0.203 | 0.419895 |
17 | -0.048979 | -0.3794 | 0.352868 |
18 | -0.064185 | -0.4972 | 0.31044 |
19 | -0.110078 | -0.8527 | 0.198619 |
20 | -0.351194 | -2.7203 | 0.00426 |
21 | -0.008928 | -0.0692 | 0.472547 |
22 | -0.155282 | -1.2028 | 0.116887 |
23 | -0.019164 | -0.1484 | 0.441244 |
24 | 0.026215 | 0.2031 | 0.419886 |
25 | -0.016247 | -0.1259 | 0.450135 |
26 | 0.062678 | 0.4855 | 0.314544 |
27 | 0.121867 | 0.944 | 0.174483 |
28 | 0.072117 | 0.5586 | 0.289251 |
29 | -0.003228 | -0.025 | 0.490066 |
30 | -0.008232 | -0.0638 | 0.474684 |
31 | 0.013186 | 0.1021 | 0.459493 |
32 | -0.083859 | -0.6496 | 0.259224 |
33 | 0.095783 | 0.7419 | 0.230512 |
34 | -0.01269 | -0.0983 | 0.461012 |
35 | -0.027097 | -0.2099 | 0.417233 |
36 | 0.031488 | 0.2439 | 0.404069 |
37 | -0.002907 | -0.0225 | 0.491056 |
38 | 0.064227 | 0.4975 | 0.310329 |
39 | -0.063992 | -0.4957 | 0.310967 |
40 | -0.018976 | -0.147 | 0.441819 |
41 | -0.038643 | -0.2993 | 0.382863 |
42 | -0.087152 | -0.6751 | 0.25111 |
43 | 0.022844 | 0.1769 | 0.430073 |
44 | 0.099547 | 0.7711 | 0.22184 |
45 | -0.124524 | -0.9646 | 0.169319 |
46 | -0.025821 | -0.2 | 0.421076 |
47 | -0.084824 | -0.657 | 0.256834 |
48 | 0.015442 | 0.1196 | 0.452593 |
49 | 0.006731 | 0.0521 | 0.479297 |
50 | -0.011384 | -0.0882 | 0.465013 |
51 | -0.051286 | -0.3973 | 0.346292 |
52 | -0.073269 | -0.5675 | 0.286232 |
53 | 0.166528 | 1.2899 | 0.101014 |
54 | -0.011382 | -0.0882 | 0.46502 |
55 | -0.039152 | -0.3033 | 0.381366 |
56 | -0.017505 | -0.1356 | 0.446299 |
57 | -0.074695 | -0.5786 | 0.282518 |
58 | -0.118364 | -0.9168 | 0.181447 |
59 | -0.011346 | -0.0879 | 0.465132 |
60 | NA | NA | NA |